Afternoon Gold Fix – September 15, 2010
FMX | Connect (Reported 9/15/2010)
The following is a report of Gold Option’s activity in the Over-The- Counter and Exchange traded venues. Information is compiled and summarized below.
Day in Review
October Gold settled at $1263.20 per 100 troy ounces, a net loss of of $3.10 for the day.
ATM Volatility Curve:
Volatility Smile:
***From NYMEX Settlement
End of Day Straddles
| GC | | | |
| | Future | Bid | Offer |
| V10 | 1265 | 24 | 28 |
| X10 | 1270 | 51 | 55 |
| Z10 | 1270 | 74 | 78 |
| G11 | 1270 | 116 | 120 |
| J11 | 1270 | 152 | 156 |
| M11 | 1275 | 184 | 188 |
| Q11 | 1275 | 214 | 218 |
| Z11 | 1275 | 268 | 272 |
| M12 | 1285 | 334 | 338 |
| Z12 | 1295 | 390 | 394 |
| M13 | 1305 | 438 | 444 |
| Z13 | 1320 | 483 | 489 |
| M14 | 1340 | 524 | 530 |
| Z14 | 1360 | 566 | 572 |
| M15 | 1380 | 608 | 614 |
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End Of Day Straddles
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